Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47903.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46508.52 Kr¶

PnL: ---------------------------------------> -380.05 Kr¶

DD now: ---------------------------------> -1.494 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:50:47.411533'

Anic Portfolio¶

Today¶

Return: -0.167 %¶

This Week¶

Return: -0.02 %¶

Total¶

Return: 56.824 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.130000 3244.800000 273.800000 9.220000 2971.000006
HEBA B 70 -1.480000 2796.500000 160.500000 6.090000 2636.000010
Corem Property Group B 59 1.120000 640.150000 63.150000 10.940000 576.999999
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
HMS Networks 2 -0.670000 712.400000 39.400000 5.850000 673.000000
Boozt 12 0.280000 1693.200000 39.200000 2.370000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.980000 393.100000 38.100000 10.730000 355.000000
Resurs Holding 22 -0.110000 603.020000 29.020000 5.060000 573.999998
SAAB B 8 -0.050000 3401.600000 24.600000 0.730000 3377.000000
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 0.000000 546.400000 19.400000 3.680000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
OEM International B 7 -0.390000 542.500000 14.500000 2.750000 527.999997
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 1.450000 576.750000 12.750000 2.260000 564.000000
Securitas B 6 0.410000 582.360000 12.360000 2.170000 570.000000
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Nordea Bank Abp 29 0.560000 3463.180000 9.180000 0.270000 3453.999992
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.290000 248.160000 2.160000 0.880000 246.000000
CTEK 13 -0.100000 536.120000 2.120000 0.400000 533.999999
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -0.890000 558.200000 -15.800000 -2.750000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.390000 567.000000 -27.570000 -4.640000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 -0.050000 551.300000 -61.700000 -10.070000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -1.310000 1421.100000 -242.900000 -14.600000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 0.360000 2922.400000 -439.600000 -13.080000 3361.999992
TOTAL 46508.520000 -380.050000 -1.49375% 46888.564618

Updated:¶

'2023-01-24 09:51:00.074983'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶